+301.8%
AMD vs IWM
+62.2%
+239.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.0% | +10.0% | +9.6% |
| 7D | -11.0% | -2.0% | -9.0% | -7.5% |
| 30D | -30.5% | -1.5% | -29.0% | -28.0% |
| 3M | -8.2% | -8.0% | -0.2% | +4.2% |
| 6M | +6.6% | -4.1% | +10.7% | +16.9% |
| YTD | +109.7% | +11.9% | +97.7% | +94.0% |
| 1Y | +88.9% | +15.0% | +73.9% | +69.5% |
| 3Y | +301.8% | +64.2% | +237.6% | +179.8% |
| All | +301.8% | +62.2% | +239.7% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling